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subject:"Prognoseverfahren"
subject:"Schätztheorie"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Brandt, Michael W."
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Prognoseverfahren
Schätztheorie
Theorie
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Theory
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Portfolio selection
5
Portfolio-Management
5
Capital income
4
Kapitaleinkommen
4
USA
3
United States
3
Dynamische Wirtschaftstheorie
2
Economic dynamics
2
Estimation theory
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Exchange rate
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Forecasting model
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Volatility
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Volatilität
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Wechselkurs
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1997-2011
1
Consumption
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Cross-section analysis
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1
Economic information
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Erwartungsnutzen
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Expected utility
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Brandt, Michael W.
Diebold, Francis X.
14
Schorfheide, Frank
7
Watson, Mark W.
6
Heckman, James J.
5
Stock, James H.
5
Bekaert, Geert
4
Cheung, Yin-Wong
4
Chinn, Menzie David
4
Engle, Robert F.
4
Imbens, Guido
4
Andersen, Torben
3
Athey, Susan
3
Bollerslev, Tim
3
Campbell, John Y.
3
Cecchetti, Stephen G.
3
Christoffersen, Peter F.
3
Cochrane, John H.
3
Engel, Charles
3
Mairesse, Jacques
3
Shin, Minchul
3
Abadie, Alberto
2
Bajari, Patrick L.
2
Bayer, Patrick J.
2
Bryan, Michael F.
2
Clarida, Richard H.
2
Das, Sanjiv R.
2
De Loecker, Jan
2
Driscoll, John C.
2
Frankel, Jeffrey A.
2
Froot, Kenneth
2
Garcia Pascual, Antonio
2
Hall, Bronwyn H.
2
Herbst, Edward P.
2
Hodrick, Robert J.
2
Kane, Alex
2
Kline, Patrick
2
Nesheim, Lars
2
Ng, Serena
2
Onatski, Alexei
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Working paper / National Bureau of Economic Research, Inc.
Working papers / Rodney L. White Center for Financial Research
4
Journal of financial economics
2
CFS working paper series
1
Discussion paper / Centre for Economic Policy Research
1
Financial Institutions Center
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NBER Working Paper
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NBER working paper series
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Technical working paper / National Bureau of Economic Research
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The journal of business : B
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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ECONIS (ZBW)
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1
Distilling the macroeconomic news flow
Beber, Alessandro
;
Brandt, Michael W.
;
Luisi, Maurizio
-
2013
Persistent link: https://www.econbiz.de/10010221873
Saved in:
2
A simulation approach to dynamic portfolio choice with an application to learning about return predictability
Brandt, Michael W.
;
Goyal, Amit
;
Santa-Clara, Pedro
; …
-
2004
Persistent link: https://www.econbiz.de/10002485076
Saved in:
3
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001756564
Saved in:
4
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
Saved in:
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